\subsection{Proof of Theorem~\ref{thm:main}}\label{sec:proofofmainthm} We now present the proof of Theorem~\ref{thm:main}. Truthfulness and individual rationality follow from monotonicity and threshold payments. Monotonicity and budget feasibility follow the same steps as the analysis of \citeN{chen}; for the sake of completeness, we restate their proof in the Appendix. The complexity of the mechanism is given by the following lemma. \begin{lemma}[Complexity]\label{lemma:complexity} For any $\varepsilon > 0$, the complexity of the mechanism is $O(\text{poly}(n, d, \log\log \varepsilon^{-1}))$. \end{lemma} \begin{proof} The value function $V$ in \eqref{modified} can be computed in time $O(\text{poly}(n, d))$ and the mechanism only involves a linear number of queries to the function $V$. The function $\log\det$ is concave and self-concordant (see \cite{boyd2004convex}), so for any $\varepsilon$, its maximum can be found to a precision $\varepsilon$ in $O(\log\log\varepsilon^{-1})$ of iterations of Newton's method. Each iteration can be done in time $O(\text{poly}(n, d))$. Thus, line 3 of Algorithm~\ref{mechanism} can be computed in time $O(\text{poly}(n, d, \log\log \varepsilon^{-1}))$. Hence the allocation function's complexity is as stated. %Payments can be easily computed in time $O(\text{poly}(n, d))$ as in prior work. \junk{ Using Singer's characterization of the threshold payments \cite{singer-mechanisms}, one can verify that they can be computed in time $O(\text{poly}(n, d))$. } \end{proof} Finally, we prove the approximation ratio of the mechanism. We use the following lemma which establishes that $OPT'$, the optimal value \eqref{relax} of the fractional relaxation $L$ under the budget constraints is not too far from $OPT$. \begin{lemma}[Approximation]\label{lemma:relaxation} $ OPT' \leq 2 OPT + 2\max_{i\in\mathcal{N}}V(i)$. \end{lemma} The proof of Lemma~\ref{lemma:relaxation} is our main technical contribution, and can be found in Section \ref{sec:relaxation}. Using Lemma~\ref{lemma:relaxation} we can complete the proof of Theorem~\ref{thm:main} by showing that, for any $\varepsilon > 0$, if $OPT_{-i}'$, the optimal value of $L$ when $i^*$ is excluded from $\mathcal{N}$, has been computed to a precision $\varepsilon$, then the set $S^*$ allocated by the mechanism is such that: \begin{equation} \label{approxbound} OPT \leq \frac{10e\!-\!3 + \sqrt{64e^2\!-\!24e\!+\!9}}{2(e\!-\!1)} V(S^*)\! + \! \varepsilon . \end{equation} To see this, let $OPT_{-i^*}'$ be the true maximum value of $L$ subject to $\lambda_{i^*}=0$, $\sum_{i\in \mathcal{N}\setminus{i^*}}c_i\leq B$. Assume that on line 3 of Algorithm~\ref{mechanism}, a quantity $\tilde{L}$ such that $\tilde{L}-\varepsilon\leq OPT_{-i^*}' \leq \tilde{L}+\varepsilon$ has been computed (Lemma~\ref{lemma:complexity} states that this is computed in time within our complexity guarantee). If the condition on line 3 of the algorithm holds, then \begin{displaymath} V(i^*) \geq \frac{1}{C}OPT_{-i^*}'-\frac{\varepsilon}{C} \geq \frac{1}{C}OPT_{-i^*} -\frac{\varepsilon}{C} \end{displaymath} as $L$ is a fractional relaxation of $V$. Also, $OPT \leq OPT_{-i^*} + V(i^*)$, hence, \begin{equation}\label{eq:bound1} OPT\leq (1+C)V(i^*) + \varepsilon. \end{equation} If the condition does not hold, by observing that $OPT'_{-i^*}\leq OPT'$ and applying Lemma~\ref{lemma:relaxation}, we get \begin{displaymath} V(i^*) \stackrel{}\leq \frac{1}{C}OPT_{-i^*}' + \frac{\varepsilon}{C} \leq \frac{1}{C} \big(2 OPT + 2 V(i^*)\big) + \frac{\varepsilon}{C}. \end{displaymath} Applying Lemma~\ref{lemma:greedy-bound}, \begin{displaymath} V(i^*) \leq \frac{1}{C}\left(\frac{2e}{e-1}\big(3 V(S_G) + 2 V(i^*)\big) + 2 V(i^*)\right) + \frac{\varepsilon}{C}. \end{displaymath} Thus, if $C$ is such that $C(e-1) -6e +2 > 0$, \begin{align*} V(i^*) \leq \frac{6e}{C(e-1)- 6e + 2} V(S_G) + \frac{(e-1)\varepsilon}{C(e-1)- 6e + 2}. \end{align*} Finally, using Lemma~\ref{lemma:greedy-bound} again, we get \begin{equation}\label{eq:bound2} OPT(V, \mathcal{N}, B) \leq \frac{3e}{e-1}\left( 1 + \frac{4e}{C (e-1) -6e +2}\right) V(S_G) + \frac{2e\varepsilon}{C(e-1)- 6e + 2}. \end{equation} To minimize the coefficients of $V_{i^*}$ and $V(S_G)$ in \eqref{eq:bound1} and \eqref{eq:bound2} respectively, we wish to chose $C$ that minimizes \begin{displaymath} \max\left(1+C,\frac{3e}{e-1}\left( 1 + \frac{4e}{C (e-1) -6e +2} \right)\right). \end{displaymath} This function has two minima, only one of those is such that $C(e-1) -6e +2 \geq 0$. This minimum is \begin{equation}\label{eq:constant} C = \frac{8e-1 + \sqrt{64e^2-24e + 9}}{2(e-1)}. \end{equation} For this minimum, $\frac{2e\varepsilon}{C^*(e-1)- 6e + 2}\leq \varepsilon.$ Placing the expression of $C$ in \eqref{eq:bound1} and \eqref{eq:bound2} gives the approximation ratio in \eqref{approxbound}, and concludes the proof of Theorem~\ref{thm:main}.\hspace*{\stretch{1}}\qed \subsection{Proof of Lemma~\ref{lemma:relaxation}}\label{sec:relaxation} We need to prove that for our relaxation $L$ given by \eqref{eq:our-relaxation}, $OPT'$ is close to $OPT$ as stated in Lemma~\ref{lemma:relaxation}. Our analysis follows the \emph{pipage rounding} framework of \citeN{pipage}. This framework uses the \emph{multi-linear} extension $F$ of the submodular function $V$. Let $P_\mathcal{N}^\lambda(S)$ be the probability of choosing the set $S$ if we select each element $i$ in $\mathcal{N}$ independently with probability $\lambda_i$: \begin{displaymath} P_\mathcal{N}^\lambda(S) \defeq \prod_{i\in S} \lambda_i \prod_{i\in\mathcal{N}\setminus S}( 1 - \lambda_i). \end{displaymath} Then, the \emph{multi-linear} extension $F$ is defined by: \begin{displaymath} F(\lambda) \defeq \mathbb{E}_{S\sim P_\mathcal{N}^\lambda}\big[V(S)\big] = \sum_{S\subseteq\mathcal{N}} P_\mathcal{N}^\lambda(S) V(S) \end{displaymath} For \EDP{} the multi-linear extension can be written: \begin{equation}\label{eq:multi-linear-logdet} F(\lambda) = \mathbb{E}_{S\sim P_\mathcal{N}^\lambda}\bigg[\log\det \big(I_d + \sum_{i\in S} x_i\T{x_i}\big) \Big]. \end{equation} Note that the relaxation $L$ that we introduced in \eqref{eq:our-relaxation}, follows naturally from the \emph{multi-linear} relaxation by swapping the expectation and the $\log\det$ in \eqref{eq:multi-linear-logdet}: \begin{displaymath} L(\lambda) = \log\det\left(\mathbb{E}_{S\sim P_\mathcal{N}^\lambda}\bigg[I_d + \sum_{i\in S} x_i\T{x_i} \bigg]\right). \end{displaymath} The proof proceeds as follows: \begin{itemize} \item First, we prove that $F$ admits the following rounding property: let $\lambda$ be a feasible element of $[0,1]^n$, it is possible to trade one fractional component of $\lambda$ for another until one of them becomes integral, obtaining a new element $\tilde{\lambda}$ which is both feasible and for which $F(\tilde{\lambda})\geq F(\lambda)$. Here, by feasibility of a point $\lambda$, we mean that it satisfies the budget constraint $\sum_{i=1}^n \lambda_i c_i \leq B$. This rounding property is referred to in the literature as \emph{cross-convexity} (see, \emph{e.g.}, \cite{dughmi}), or $\varepsilon$-convexity by \citeN{pipage}. This is stated and proven in Lemma~\ref{lemma:rounding} and allows us to bound $F$ in terms of $OPT$. \item Next, we prove the central result of bounding $L$ appropriately in terms of the multi-linear relaxation $F$ (Lemma \ref{lemma:relaxation-ratio}). \item Finally, we conclude the proof of Lemma~\ref{lemma:relaxation} by combining Lemma~\ref{lemma:rounding} and Lemma~\ref{lemma:relaxation-ratio}. \end{itemize} \begin{comment} Formally, if we define: \begin{displaymath} \tilde{F}_\lambda(\varepsilon) \defeq F\big(\lambda + \varepsilon(e_i - e_j)\big) \end{displaymath} where $e_i$ and $e_j$ are two vectors of the standard basis of $\reals^{n}$, then $\tilde{F}_\lambda$ is convex. Hence its maximum over the interval: \begin{displaymath} I_\lambda = \Big[\max(-\lambda_i,\lambda_j-1), \min(1-\lambda_i, \lambda_j)\Big] \end{displaymath} is attained at one of the boundaries of $I_\lambda$ for which one of the $i$-th or the $j$-th component of $\lambda$ becomes integral. \end{comment} \begin{lemma}[Rounding]\label{lemma:rounding} For any feasible $\lambda\in[0,1]^{n}$, there exists a feasible $\bar{\lambda}\in[0,1]^{n}$ such that at most one of its components is fractional %, that is, lies in $(0,1)$ and: and $F_{\mathcal{N}}(\lambda)\leq F_{\mathcal{N}}(\bar{\lambda})$. \end{lemma} \begin{proof} We give a rounding procedure which, given a feasible $\lambda$ with at least two fractional components, returns some feasible $\lambda'$ with one less fractional component such that $F(\lambda) \leq F(\lambda')$. Applying this procedure recursively yields the lemma's result. Let us consider such a feasible $\lambda$. Let $i$ and $j$ be two fractional components of $\lambda$ and let us define the following function: \begin{displaymath} F_\lambda(\varepsilon) = F(\lambda_\varepsilon) \quad\textrm{where} \quad \lambda_\varepsilon = \lambda + \varepsilon\left(e_i-\frac{c_i}{c_j}e_j\right) \end{displaymath} It is easy to see that if $\lambda$ is feasible, then: \begin{equation}\label{eq:convex-interval} \forall\varepsilon\in\Big[\max\Big(-\lambda_i,(\lambda_j-1)\frac{c_j}{c_i}\Big), \min\Big(1-\lambda_i, \lambda_j \frac{c_j}{c_i}\Big)\Big],\; \lambda_\varepsilon\;\;\textrm{is feasible} \end{equation} Furthermore, the function $F_\lambda$ is convex; indeed: \begin{align*} F_\lambda(\varepsilon) & = \mathbb{E}_{S'\sim P_{\mathcal{N}\setminus\{i,j\}}^\lambda(S')}\Big[ (\lambda_i+\varepsilon)\Big(\lambda_j-\varepsilon\frac{c_i}{c_j}\Big)V(S'\cup\{i,j\})\\ & + (\lambda_i+\varepsilon)\Big(1-\lambda_j+\varepsilon\frac{c_i}{c_j}\Big)V(S'\cup\{i\}) + (1-\lambda_i-\varepsilon)\Big(\lambda_j-\varepsilon\frac{c_i}{c_j}\Big)V(S'\cup\{j\})\\ & + (1-\lambda_i-\varepsilon)\Big(1-\lambda_j+\varepsilon\frac{c_i}{c_j}\Big)V(S')\Big] \end{align*} Thus, $F_\lambda$ is a degree 2 polynomial whose dominant coefficient is: \begin{displaymath} \frac{c_i}{c_j}\mathbb{E}_{S'\sim P_{\mathcal{N}\setminus\{i,j\}}^\lambda(S')}\Big[ V(S'\cup\{i\})+V(S'\cup\{i\})\\ -V(S'\cup\{i,j\})-V(S')\Big] \end{displaymath} which is positive by submodularity of $V$. Hence, the maximum of $F_\lambda$ over the interval given in \eqref{eq:convex-interval} is attained at one of its limit, at which either the $i$-th or $j$-th component of $\lambda_\varepsilon$ becomes integral. \end{proof} \begin{lemma}\label{lemma:relaxation-ratio} % The following inequality holds: For all $\lambda\in[0,1]^{n},$ %\begin{displaymath} $ \frac{1}{2} \,L(\lambda)\leq F(\lambda)\leq L(\lambda)$. %\end{displaymath} \end{lemma} \begin{proof} The bound $F_{\mathcal{N}}(\lambda)\leq L_{\mathcal{N}(\lambda)}$ follows by the concavity of the $\log\det$ function. To show the lower bound, we first prove that $\frac{1}{2}$ is a lower bound of the ratio $\partial_i F(\lambda)/\partial_i L(\lambda)$, where $\partial_i\, \cdot$ denotes the partial derivative with respect to the $i$-th variable. Let us start by computing the derivatives of $F$ and $L$ with respect to the $i$-th component. Observe that \begin{displaymath} \partial_i P_\mathcal{N}^\lambda(S) = \left\{ \begin{aligned} & P_{\mathcal{N}\setminus\{i\}}^\lambda(S\setminus\{i\})\;\textrm{if}\; i\in S, \\ & - P_{\mathcal{N}\setminus\{i\}}^\lambda(S)\;\textrm{if}\; i\in \mathcal{N}\setminus S. \\ \end{aligned}\right. \end{displaymath} Hence, \begin{displaymath} \partial_i F(\lambda) = \sum_{\substack{S\subseteq\mathcal{N}\\ i\in S}} P_{\mathcal{N}\setminus\{i\}}^\lambda(S\setminus\{i\})V(S) - \sum_{\substack{S\subseteq\mathcal{N}\\ i\in \mathcal{N}\setminus S}} P_{\mathcal{N}\setminus\{i\}}^\lambda(S)V(S). \end{displaymath} Now, using that every $S$ such that $i\in S$ can be uniquely written as $S'\cup\{i\}$, we can write: \begin{displaymath} \partial_i F(\lambda) = \sum_{\substack{S\subseteq\mathcal{N}\\ i\in\mathcal{N}\setminus S}} P_{\mathcal{N}\setminus\{i\}}^\lambda(S)\big(V(S\cup\{i\}) - V(S)\big). \end{displaymath} The marginal contribution of $i$ to $S$ can be written as \begin{align*} V(S\cup \{i\}) - V(S)& = \frac{1}{2}\log\det(I_d + \T{X_S}X_S + x_i\T{x_i}) - \frac{1}{2}\log\det(I_d + \T{X_S}X_S)\\ & = \frac{1}{2}\log\det(I_d + x_i\T{x_i}(I_d + \T{X_S}X_S)^{-1}) = \frac{1}{2}\log(1 + \T{x_i}A(S)^{-1}x_i) \end{align*} where $A(S) \defeq I_d+ \T{X_S}X_S$, and the last equality follows from the Sylvester's determinant identity~\cite{sylvester}. % $ V(S\cup\{i\}) - V(S) = \frac{1}{2}\log\left(1 + \T{x_i} A(S)^{-1}x_i\right)$. Using this, \begin{displaymath} \partial_i F(\lambda) = \frac{1}{2} \sum_{\substack{S\subseteq\mathcal{N}\\ i\in\mathcal{N}\setminus S}} P_{\mathcal{N}\setminus\{i\}}^\lambda(S) \log\Big(1 + \T{x_i}A(S)^{-1}x_i\Big) \end{displaymath} The computation of the derivative of $L$ uses standard matrix calculus: writing $\tilde{A}(\lambda) = I_d+\sum_{i\in \mathcal{N}}\lambda_ix_i\T{x_i}$, \begin{displaymath} \det \tilde{A}(\lambda + h\cdot e_i) = \det\big(\tilde{A}(\lambda) + hx_i\T{x_i}\big) =\det \tilde{A}(\lambda)\big(1+ h\T{x_i}\tilde{A}(\lambda)^{-1}x_i\big). \end{displaymath} Hence, \begin{displaymath} \log\det\tilde{A}(\lambda + h\cdot e_i)= \log\det\tilde{A}(\lambda) + h\T{x_i}\tilde{A}(\lambda)^{-1}x_i + o(h), \end{displaymath} which implies \begin{displaymath} \partial_i L(\lambda) =\frac{1}{2} \T{x_i}\tilde{A}(\lambda)^{-1}x_i. \end{displaymath} For two symmetric matrices $A$ and $B$, we write $A\succ B$ ($A\succeq B$) if $A-B$ is positive definite (positive semi-definite). This order allows us to define the notion of a \emph{decreasing} as well as \emph{convex} matrix function, similarly to their real counterparts. With this definition, matrix inversion is decreasing and convex over symmetric positive definite matrices (see Example 3.48 p. 110 in \cite{boyd2004convex}). In particular, \begin{gather*} \forall S\subseteq\mathcal{N},\quad A(S)^{-1} \succeq A(S\cup\{i\})^{-1} \end{gather*} as $A(S)\leq A(S\cup\{i\})$. Observe that \begin{gather*} \forall S\subseteq\mathcal{N}\setminus\{i\},\quad P_{\mathcal{N}\setminus\{i\}}^\lambda(S)\geq P_{\mathcal{N}\setminus\{i\}}^\lambda(S\cup\{i\}),\\ \forall S\subseteq\mathcal{N},\quad P_{\mathcal{N}\setminus\{i\}}^\lambda(S) \geq P_\mathcal{N}^\lambda(S). \end{gather*} Hence, \begin{align*} \partial_i F(\lambda) % & = \sum_{\substack{S\subseteq\mathcal{N}\\ i\in\mathcal{N}\setminus S}} P_\mathcal{N}^\lambda(S) \log\Big(1 + \T{x_i}A(S)^{-1}x_i\Big)\\ & \geq \frac{1}{4} \sum_{\substack{S\subseteq\mathcal{N}\\ i\in\mathcal{N}\setminus S}} P_{\mathcal{N}\setminus\{i\}}^\lambda(S) \log\Big(1 + \T{x_i}A(S)^{-1}x_i\Big)\\ &\hspace{-3.5em}+\frac{1}{4} \sum_{\substack{S\subseteq\mathcal{N}\\ i\in\mathcal{N}\setminus S}} P_{\mathcal{N}\setminus\{i\}}^\lambda(S\cup\{i\}) \log\Big(1 + \T{x_i}A(S\cup\{i\})^{-1}x_i\Big)\\ &\geq \frac{1}{4} \sum_{S\subseteq\mathcal{N}} P_\mathcal{N}^\lambda(S) \log\Big(1 + \T{x_i}A(S)^{-1}x_i\Big). \end{align*} Using that $A(S)\succeq I_d$ we get that $\T{x_i}A(S)^{-1}x_i \leq \norm{x_i}_2^2 \leq 1$. Moreover, $\log(1+x)\geq x$ for all $x\leq 1$. Hence, \begin{displaymath} \partial_i F(\lambda) \geq \frac{1}{4} \T{x_i}\bigg(\sum_{S\subseteq\mathcal{N}}P_\mathcal{N}^\lambda(S)A(S)^{-1}\bigg)x_i. \end{displaymath} Finally, using that the inverse is a matrix convex function over symmetric positive definite matrices: \begin{displaymath} \partial_i F(\lambda) \geq \frac{1}{4} \T{x_i}\bigg(\sum_{S\subseteq\mathcal{N}}P_\mathcal{N}^\lambda(S)A(S)\bigg)^{-1}x_i = \frac{1}{4}\T{x_i}\tilde{A}(\lambda)^{-1}x_i = \frac{1}{2} \partial_i L(\lambda). \end{displaymath} Having bound the ratio between the partial derivatives, we now bound the ratio $F(\lambda)/L(\lambda)$ from below. Consider the following cases. First, if the minimum of the ratio $F(\lambda)/L(\lambda)$ is attained at a point interior to the hypercube, then it is a critical point, \emph{i.e.}, $\partial_i \big(F(\lambda)/L(\lambda)\big)=0$ for all $i\in \mathcal{N}$; hence, at such a critical point: \begin{equation}\label{eq:lhopital} \frac{F(\lambda)}{L(\lambda)} = \frac{\partial_i F(\lambda)}{\partial_i L(\lambda)} \geq \frac{1}{2}. \end{equation} Second, if the minimum is attained as $\lambda$ converges to zero in, \emph{e.g.}, the $l_2$ norm, by the Taylor approximation, one can write: \begin{displaymath} \frac{F(\lambda)}{L(\lambda)} \sim_{\lambda\rightarrow 0} \frac{\sum_{i\in \mathcal{N}}\lambda_i\partial_i F(0)} {\sum_{i\in\mathcal{N}}\lambda_i\partial_i L(0)} \geq \frac{1}{2}, \end{displaymath} \emph{i.e.}, the ratio $\frac{F(\lambda)}{L(\lambda)}$ is necessarily bounded from below by 1/2 for small enough $\lambda$. Finally, if the minimum is attained on a face of the hypercube $[0,1]^n$ (a face is defined as a subset of the hypercube where one of the variable is fixed to 0 or 1), without loss of generality, we can assume that the minimum is attained on the face where the $n$-th variable has been fixed to 0 or 1. Then, either the minimum is attained at a point interior to the face or on a boundary of the face. In the first sub-case, relation \eqref{eq:lhopital} still characterizes the minimum for $i< n$. In the second sub-case, by repeating the argument again by induction, we see that all is left to do is to show that the bound holds for the vertices of the cube (the faces of dimension 1). The vertices are exactly the binary points, for which we know that both relaxations are equal to the value function $V$. Hence, the ratio is equal to 1 on the vertices. \end{proof} To conclude the proof of Lemma~\ref{lemma:relaxation}, let us consider a feasible point $\lambda^*\in[0,1]^{n}$ such that $L(\lambda^*) = OPT'$. By applying Lemma~\ref{lemma:relaxation-ratio} and Lemma~\ref{lemma:rounding} we get a feasible point $\bar{\lambda}$ with at most one fractional component such that \begin{equation}\label{eq:e1} L(\lambda^*) \leq 2 F(\bar{\lambda}). \end{equation} Let $\lambda_i$ denote the fractional component of $\bar{\lambda}$ and $S$ denote the set whose indicator vector is $\bar{\lambda} - \lambda_i e_i$. By definition of the multi-linear extension $F$: \begin{displaymath} F(\bar{\lambda}) = (1-\lambda_i)V(S) +\lambda_i V(S\cup\{i\}). \end{displaymath} By submodularity of $V$, $V(S\cup\{i\})\leq V(S) + V(\{i\})$. Hence, \begin{displaymath} F(\bar{\lambda}) \leq V(S) + V(i). \end{displaymath} Note that since $\bar{\lambda}$ is feasible, $S$ is also feasible and $V(S)\leq OPT$. Hence, \begin{equation}\label{eq:e2} F(\bar{\lambda}) \leq OPT + \max_{i\in\mathcal{N}} V(i). \end{equation} Together, \eqref{eq:e1} and \eqref{eq:e2} imply the lemma. \hspace*{\stretch{1}}\qed \subsection{Proof of Theorem \ref{thm:lowerbound}} Suppose, for contradiction, that such a mechanism exists. Consider two experiments with dimension $d=2$, such that $x_1 = e_1=[1 ,0]$, $x_2=e_2=[0,1]$ and $c_1=c_2=B/2+\epsilon$. Then, one of the two experiments, say, $x_1$, must be in the set selected by the mechanism, otherwise the ratio is unbounded, a contradiction. If $x_1$ lowers its value to $B/2-\epsilon$, by monotonicity it remains in the solution; by threshold payment, it is paid at least $B/2+\epsilon$. So $x_2$ is not included in the solution by budget feasibility and individual rationality: hence, the selected set attains a value $\log2$, while the optimal value is $2\log 2$.\hspace*{\stretch{1}}\qed